343 lines
13 KiB
C#
343 lines
13 KiB
C#
using BaseOUDAL;
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using DocumentFormat.OpenXml.Bibliography;
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using NPOI.POIFS.NIO;
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using YLErp.Helpers;
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namespace YLErp.Modules.EodModule
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{
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/// <summary>
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/// 日终价格服务
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/// </summary>
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public class EodPriceService : YLBaseService
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{
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public EodPriceService(OptUserInfo userInfo) : base(userInfo)
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{
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}
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public SearchListResult<EodUnderlyingPriceDto> SearchUnderlyingList(EodCommodityFuturePriceReq req)
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{
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var valueDtStart = req.ValueDateStart.Year > 2000 ? req.ValueDateStart : DateTime.Today.AddYears(-1);
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var valueDtEnd = req.ValueDateEnd.Year > 2000 ? req.ValueDateEnd.AddDays(1) : DateTime.Today.AddYears(1);
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var predicatUn = PredicateBuilder.Create<underlying_manager>(d => d.LaunchState == "1");
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var predicatEoc = PredicateBuilder.Create<eod_commodity_future_price>(source => source.ValueDate >= valueDtStart && source.ValueDate < valueDtEnd);
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var predicatEot = PredicateBuilder.Create<eod_stock_price>(source => source.ValueDate >= valueDtStart && source.ValueDate < valueDtEnd);
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var predicatEob = PredicateBuilder.Create<ChinaBondValuation>(source => source.valuation_date >= valueDtStart && source.valuation_date < valueDtEnd);
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if (!string.IsNullOrEmpty(req.DataSource))
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{
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predicatEoc = predicatEoc.And(d => d.DataSource.Contains(req.DataSource));
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predicatEot = predicatEot.And(d => d.DataSource.Contains(req.DataSource));
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if (req.DataSource=="系统")
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{
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predicatEob= predicatEob.And(d => d.JSID!=null);
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}
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else
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{
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predicatEob = predicatEob.And(d => d.JSID==null);
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}
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}
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if (!string.IsNullOrEmpty(req.MarketName))
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{
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predicatUn = predicatUn.And(d => d.MarketName == req.MarketName);
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}
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if (!string.IsNullOrEmpty(req.UnderlyingCode))
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{
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predicatUn = predicatUn.And(d => d.UnderlyingCode.Contains(req.UnderlyingCode));
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}
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var queryUn = DbContext.underlying_manager.Where(predicatUn).Select(n => new { n.id, n.LaunchState, n.MarketName, n.UnderlyingState, n.UnderlyingType, n.UnderlyingCode, n.UnderlyingName,n.UnderlyingInstrumentType });
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var query1 = from un in queryUn
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join source in DbContext.eod_commodity_future_price.Where(predicatEoc) on un.id equals source.UnderlyingId
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select new EodUnderlyingPriceDto
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{
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IsBond=false,
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id = source.id,
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DataSource = source.DataSource,
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LaunchState = un.LaunchState,
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MarketName = un.MarketName,
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UnderlyingId = un.id,
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UnderlyingCode = un.UnderlyingCode,
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UnderlyingName = un.UnderlyingName,
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UnderlyingState = un.UnderlyingState,
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UnderlyingType = un.UnderlyingType,
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UnderlyingInstrumentType = "CommodityFutures",
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ValueDate = source.ValueDate,
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SettlePrice = source.SettlePrice,
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ClosePrice = source.ClosePrice,
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UpdateTime = source.OptDate,
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ReferencePrice = source.ReferencePrice,
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SourceTime = source.SourceTime,
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DeciClosePrice=0,
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DeciSettlePrice = 0,
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DeciReferencePrice=0,
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JSID = null
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};
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var query2 = from un in queryUn
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join stockClose in DbContext.eod_stock_price.Where(predicatEot) on un.UnderlyingCode equals stockClose.UnderlyingCode
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select new EodUnderlyingPriceDto
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{
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IsBond = false,
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id = stockClose.id,
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DataSource = stockClose.DataSource,
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LaunchState = un.LaunchState,
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MarketName = un.MarketName,
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UnderlyingId = un.id,
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UnderlyingCode = un.UnderlyingCode,
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UnderlyingName = un.UnderlyingName,
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UnderlyingState = un.UnderlyingState,
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UnderlyingType = un.UnderlyingType,
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UnderlyingInstrumentType = "Stock",
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ValueDate = stockClose.ValueDate,
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SettlePrice = stockClose.ClosePrice,
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ClosePrice = stockClose.ClosePrice,
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UpdateTime = stockClose.OptDate,
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ReferencePrice = stockClose.ReferencePrice,
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SourceTime = stockClose.SourceTime,
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DeciClosePrice = 0,
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DeciSettlePrice = 0,
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DeciReferencePrice = 0,
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JSID=null
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};
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var query3 = from un in queryUn
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join bondClose in DbContext.china_bond_valuation.Where(predicatEob) on un.UnderlyingCode equals bondClose.bond_id
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select new EodUnderlyingPriceDto
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{
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IsBond = true,
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id = bondClose.id,
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DataSource="人工",
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LaunchState = un.LaunchState,
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MarketName = un.MarketName,
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UnderlyingId = un.id,
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UnderlyingCode = un.UnderlyingCode,
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UnderlyingName = un.UnderlyingName,
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UnderlyingState = un.UnderlyingState,
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UnderlyingType = un.UnderlyingType,
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UnderlyingInstrumentType = un.UnderlyingInstrumentType,
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ValueDate = bondClose.valuation_date,
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SettlePrice=0,
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DeciSettlePrice =bondClose.net_price,
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ClosePrice=0,
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DeciClosePrice = bondClose.dirty_price_close,
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UpdateTime = bondClose.update_time,
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ReferencePrice=0,
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DeciReferencePrice = bondClose.yield,
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SourceTime="",
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JSID=bondClose.JSID
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};
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var unionQuery = query1.Concat(query2);
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var finalQuery = unionQuery.Concat(query3);
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if (string.IsNullOrEmpty(req.sidx))
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{
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req.sidx = "ValueDate";
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req.sord = "desc";
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}
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var result= finalQuery.ToSearchList(req);
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foreach (var item in result.rows)
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{
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if (item.IsBond)
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{
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item.SourceTime = item.UpdateTime.HasValue? item.UpdateTime.Value.ToString("yyyy-MM-dd HH:mm:ss"):"";
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item.SettlePrice=Convert.ToDouble(item.DeciSettlePrice);
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item.ClosePrice = Convert.ToDouble(item.DeciClosePrice);
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item.ReferencePrice = Convert.ToDouble(item.DeciReferencePrice);
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if (item.JSID.HasValue)
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{
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item.DataSource = "系统";
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}
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}
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}
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return result;
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}
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/// <summary>
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/// 保存日终期货价格
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/// </summary>
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public eod_commodity_future_price SaveEodFuturePrice(eod_commodity_future_price req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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if (DbContext.eod_commodity_future_price.Any(n => n.id != req.id && n.UnderlyingCode == req.UnderlyingCode && n.ValueDate == req.ValueDate))
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{
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throw new ServiceException("已存在相同估值日期，相同合约的数据");
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}
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eod_commodity_future_price dbmodel;
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if (req.id == 0)
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{
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DbContext.eod_commodity_future_price.Add(dbmodel = req);
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}
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else
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{
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dbmodel = DbContext.eod_commodity_future_price.Find(req.id);
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if (dbmodel == null)
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{
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throw new ServiceException("数据不存在");
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}
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UpdateChanges(dbmodel, req);
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}
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SetDBModelOpt(dbmodel);
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dbmodel.DataSource = EodPriceBase.人工;
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DbContext.SaveChanges();
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return dbmodel;
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}
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public ChinaBondValuation SaveBondPrice(ChinaBondValuation req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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ChinaBondValuation dbmodel;
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if (req.id == 0)
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{
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DbContext.china_bond_valuation.Add(dbmodel = req);
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}
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else
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{
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dbmodel = DbContext.china_bond_valuation.Find(req.id);
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if (dbmodel == null)
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{
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throw new ServiceException("数据不存在");
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}
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UpdateChanges(dbmodel, req);
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}
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dbmodel.update_time = DateTime.Now;
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DbContext.SaveChanges();
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return dbmodel;
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}
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/// <summary>
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/// 保存日终股票价格
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/// </summary>
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public eod_stock_price SaveEodStockPrice(eod_stock_price req)
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{
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if (req is null)
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{
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throw new ArgumentNullException(nameof(req));
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}
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if (DbContext.eod_stock_price.Any(n => n.id != req.id && n.UnderlyingCode == req.UnderlyingCode && n.ValueDate == req.ValueDate))
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{
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throw new ServiceException("已存在相同估值日期，相同合约的数据");
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}
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eod_stock_price dbmodel;
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if (req.id == 0)
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{
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DbContext.eod_stock_price.Add(dbmodel = req);
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}
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else
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{
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dbmodel = DbContext.eod_stock_price.Find(req.id);
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if (dbmodel == null)
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{
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throw new ServiceException("数据不存在");
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}
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UpdateChanges(dbmodel, req);
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}
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SetDBModelOpt(dbmodel);
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dbmodel.DataSource = EodPriceBase.人工;
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DbContext.SaveChanges();
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return dbmodel;
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}
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}
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/// <summary>
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///
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/// </summary>
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public class EodCommodityFuturePriceReq : BaseSearchReq
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{
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/// <summary>
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/// 数据来源
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/// </summary>
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public string DataSource { get; set; }
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public string MarketName { get; set; }
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public string LaunchState { get; set; }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode { get; set; }
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public DateTime ValueDateStart { get; set; }
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public DateTime ValueDateEnd { get; set; }
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}
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public class EodUnderlyingPriceDto
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{
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public string EncryptId
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{
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get
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{
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return DataProtectHelper.Encrypt(id.ToString());
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}
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}
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public long id { get; set; }
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public DateTime ValueDate { get; set; }
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public double SettlePrice { get; set; }
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public double ClosePrice { get; set; }
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public double? ReferencePrice { get; set; }
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public string DataSource { get; set; }
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public string UnderlyingType { get; set; }
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public string UnderlyingInstrumentType { get; set; }
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public string UnderlyingInstrumentTypeCn => ConsGlobal.InstrumentType.GetDesc(UnderlyingInstrumentType);
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public string UnderlyingState { get; set; }
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public string MarketName { get; set; }
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public string LaunchState { get; set; }
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public int UnderlyingId { get; set; }
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public string UnderlyingCode { get; set; }
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public string UnderlyingName { get; set; }
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public DateTime? UpdateTime { get; set; }
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public string SourceTime { get; set; }
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public decimal? DeciSettlePrice { get; set; }
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public decimal? DeciClosePrice { get; set; }
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public decimal? DeciReferencePrice { get; set; }
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public bool IsBond { get; set; }
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public long? JSID { get; set; }
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}
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}
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